Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved Footnotes:
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: G1
12,997,392 Total downloads
Showing Papers 9,681 - 9,730 of 36,713
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 05, 2010
Accepted Paper Series
7 downloads
The Problematic 'Style' Grid
Journal of Investment Consulting, Vol. 7, No. 3, pp. 48-60, Winter 2005-2006
C. Thomas Howard
and
Craig T. Callahan
University of Denver - Daniels College of Business
and
affiliation not provided to SSRN
Date Posted: November 05, 2010
Working Paper Series
2 downloads
Understanding Risk Measurement Tools
Journal of Investment Consulting, Vol. 7, No. 2, pp. 82-91, 2005
Brian Jacobsen and
Barry K. Mendelson
Wells Fargo Funds Management
and
affiliation not provided to SSRN
Date Posted: November 05, 2010
Accepted Paper Series
1 downloads
Shareholder Voting and Corporate Governance Around the World
AFA 2012 Chicago Meetings Paper
Peter Iliev
,
Karl V. Lins ,
Darius P. Miller and
Lukas Roth
Pennsylvania State University - Department of Finance
,
University of Utah - Department of Finance
,
Southern Methodist University (SMU) - Edwin L. Cox School of Business
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: November 04, 2010
Last Revised: January 27, 2013
Working Paper Series
1076 downloads
Multi Horizon Portfolio Insurance Model
Ekonomická revue - Central European Review of Economic Issues, Vol. 14: 245 - 256 (2011),
Frantisek Stulajter
Tatra Asset Management
Date Posted: November 04, 2010
Last Revised: February 14, 2013
Working Paper Series
113 downloads
Adverse Selection and Liquidity Distortion
Briana Chang
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: November 04, 2010
Last Revised: September 18, 2012
Working Paper Series
161 downloads
Complexity as a Means to Distract: Evidence from the Securitization of Commercial Mortgages
Craig Furfine
Kellogg School of Management
Date Posted: November 04, 2010
Last Revised: September 10, 2012
Working Paper Series
125 downloads
Equilibrium Pricing of Options in a Fractional Brownian Market
Stefan Rostek
and
Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration
and
University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: November 04, 2010
Working Paper Series
82 downloads
Flow and Stock Effects of Large-Scale Treasury Purchases
FEDS Working Paper No. 2012-44
Stefania D'Amico
and
Thomas B. King
Federal Reserve Board
and
Federal Reserve Board
Date Posted: November 04, 2010
Last Revised: November 20, 2012
Working Paper Series
87 downloads
Fractional Brownian Motion and the Inherent Exclusion of Arbitrage
Stefan Rostek
and
Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration
and
University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: November 04, 2010
Working Paper Series
80 downloads
Investment Strategies to Exploit Economic Growth in China
Journal of Investment Consulting, Vol. 7, No. 3, pp. 32-47, Winter 2005-2006
Burton G. Malkiel ,
Jianping Mei and
Rui Yang
Princeton University - Bendheim Center for Finance
,
New York University (NYU) - Department of Finance
and
affiliation not provided to SSRN
Date Posted: November 04, 2010
Accepted Paper Series
4 downloads
Managing Finance in Emerging Economies: The Case of India
Levy Economics Institute of Bard College Working Paper No. 630
Sunanda Sen
Bard College - The Levy Economics Institute
Date Posted: November 04, 2010
Working Paper Series
62 downloads
Pre-Trade Transparency and Trade Size
Applied Financial Economics, Vol. 22, No. 8, 2012
Maria Elena Bontempi and
Caterina Lucarelli
University of Bologna - Department of Economics
and
Università Politecnica delle Marche
Date Posted: November 04, 2010
Last Revised: August 19, 2012
Accepted Paper Series
118 downloads
Valuation of Options on Discretely Sampled Variance: A General Analytic Approximation
Gabriel G. Drimus
and
Walter Farkas
Institute of Banking and Finance, University of Zürich
and
University of Zurich, Department of Banking and Finance
Date Posted: November 04, 2010
Last Revised: October 17, 2012
Working Paper Series
226 downloads
A New Simple Approach for Constructing Implied Volatility Surfaces
Peter Carr and
Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 03, 2010
Working Paper Series
1740 downloads
Beta is in the Eye of the Beholder
Journal of Investment Consulting, Vol. 11, No. 1, pp. 18-28, 2010
Ana Cascon
and
William F. Shadwick
Omega Analysis
and
Omega Analysis
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads
Biotechnology Industry-Physician Interaction and OIG Guidelines: Evidence from the Stock Market
Journal of Commercial Biotechnology, Vol. 16, No. 4, pp. 313-331, October 2010
Thani Jambulingam
and
WaQar Ghani
Saint Joseph's University
and
Saint Joseph's University
Date Posted: November 03, 2010
Last Revised: March 07, 2011
Accepted Paper Series
Can Reits Play a Strategic Role in Long-Term Wealth Maximization?
Journal of Investment Consulting, Vol. 11, No. 1, pp. 29-36, 2010
Nigel Lewis
affiliation not provided to SSRN
Date Posted: November 03, 2010
Accepted Paper Series
4 downloads
Forecasting Multivariate Volatility Using the Varfima Model on Realized Covariance Cholesky Factors
Journal of Economics and Statistics, Vol. 231, No. 1, pp. 134-152, 2011, ECARES working paper 2010‐041,
Roxana Halbleib-Chiriac
and
Valeri Voev
University of Konstanz
and
University of Aarhus - CREATES
Date Posted: November 03, 2010
Last Revised: October 25, 2011
Accepted Paper Series
76 downloads
From Concept to Function: Converting Market Theories into Practical Investment Tools, a Discussion with Barr Rosenberg, PhD
Journal of Investment Consulting, Vol. 7, No. 3, pp. 10-20, Winter 2005-2006
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 03, 2010
Accepted Paper Series
126 downloads
Insights from a Pioneer in Portfolio Theory and Practice: A Talk with Nobel Laureate William F. Sharpe, PhD
Journal of Investment Consulting, Vol. 7, No. 2, pp. 10-20, 2005
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 03, 2010
Accepted Paper Series
125 downloads
Investments Across Cultures: Financial Attitudes of Chinese-Americans
Journal of Investment Consulting, Vol. 11, No. 1, pp. 37-44, 2010
Meir Statman and
Jessica A. Weng
Santa Clara University - Department of Finance
and
Nelson Capital Management
Date Posted: November 03, 2010
Accepted Paper Series
2 downloads
Performance of Micro-Cap Mutual Funds
Journal of Investment Consulting, Vol. 11, No. 1, pp. 45-49, 2010
Parvez Ahmed ,
Kristine L Beck
and
Sudhir Nanda
University of North Florida - Coggin College of Business
,
University of Wisconsin - Oshkosh
and
T. Rowe Price Associates
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads
Spatial Autoregressive Models for House Price Dynamics in Italy
Tiziana Caliman
and
Enrico di Bella
University of Genoa - Department of Economics and Quantitative Methods (DIEM)
and
University of Genoa - Department of Economics and Quantitative Methods (DIEM)
Date Posted: November 03, 2010
Working Paper Series
66 downloads
The Impact of Macroeconomic Announcements on Implied Volatility
European Business School Research Paper No. 10-11
Roland Füss
,
Ferdinand Mager
,
Holger Wohlenberg
and
Lu Zhao
University of St. Gallen
,
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
,
Deutsche Börse AG
and
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: November 03, 2010
Last Revised: May 08, 2011
Working Paper Series
221 downloads
Using Clustering Across Mutual and Alternative Funds to Measure Diversification, Lower Bound of Market Size, and Market Efficiency
Tom Weidig
,
Andreas Kemmerer and
Daniel Silvestrini
QuantExperts
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 03, 2010
Working Paper Series
44 downloads
Wealth Management for Collectors
Journal of Investment Consulting, Vol. 11, No. 1, pp. 50-59, 2010
Jianping Mei and
Michael Moses
New York University (NYU) - Department of Finance
and
Beautiful Asset Advisors
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads
Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010
Bernard Lee
,
Shih-Fen Cheng
and
Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors)
,
Singapore Management University - School of Information Systems
and
Singapore Management University - Business Development and External Relations
Date Posted: November 03, 2010
Last Revised: March 30, 2011
Working Paper Series
285 downloads
What’s Wrong with Rights?
Truong X. Duong
,
Rajdeep Singh and
Eng-Joo Tan
Iowa State University - Department of Accounting and Finance
,
University of Minnesota - Twin Cities - Carlson School of Management
and
Singapore Management University - School of Business
Date Posted: November 02, 2010
Last Revised: March 19, 2013
Working Paper Series
50 downloads
Can Long-Run Risks Explain the Distress Puzzle?
Juliusz F. Radwanski
Vienna Graduate School of Finance (VGSF)
Date Posted: November 02, 2010
Working Paper Series
55 downloads
Competing Risks in a Time on the Market Analysis
Tinbergen Institute Discussion Paper No. 10-108/2
Erik R. de Wit
University of Amsterdam - Finance Group
Date Posted: November 02, 2010
Working Paper Series
31 downloads
Pensions, Debt and Inflation Risk in a Monetary Union
Tinbergen Institute Discussion Paper 10-109/2
Yvonne Adema
Erasmus University - Erasmus School of Economics
Date Posted: November 02, 2010
Working Paper Series
15 downloads
Simple Robust Hedging with Nearby Contracts
Liuren Wu and
Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business
and
University of Utah
Date Posted: November 02, 2010
Working Paper Series
272 downloads
The Factor Tau in the Black-Litterman Model
Jay Walters
Boston University - Metropolitan College - Department of Computer Science
Date Posted: November 02, 2010
Last Revised: April 26, 2011
Working Paper Series
1180 downloads
Understanding Bond Risk Premia Uncovered by the Term Structure
Juliusz F. Radwanski
Vienna Graduate School of Finance (VGSF)
Date Posted: November 02, 2010
Working Paper Series
76 downloads
The Value of Home-Country Governance for Cross-Listed Stocks
Douglas Cumming ,
Wenxuan Hou
and
Eliza Wu
York University - Schulich School of Business
,
University of Edinburgh - Business School
and
University of Technology, Sydney - UTS Business School
Date Posted: November 01, 2010
Last Revised: May 13, 2013
Working Paper Series
87 downloads
A Conversation with Nobel Laureate Myron S. Scholes, PhD
Journal of Investment Consulting, Vol. 11, No. 1, pp. 6-17, 2010
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 01, 2010
Accepted Paper Series
111 downloads
Bio-Age-Shifting for Dynamical Evaluation of Demographic Risk in a Life Policies Portfolio
Proceedings of the X Italian-Spanish Congress of Financial and Actuarial Mathematics. Cagliari, June 23-25, 2008
Francesco Bellini
,
Alessandro Annibali
and
Carla Barracchini
Department of Management - Sapienza University of Rome
,
Eurokleis
and
University of L'Aquila - Faculty of Economics
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads
Company Valuation in an Emerging Economy - Caldonia: A Case Study
The Valuation Journal, Vol. 5, No. 2, pp. 4-45, 2010
Ignacio Velez-Pareja and
Joseph Tham
Master Consultores
and
Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: November 01, 2010
Last Revised: August 28, 2011
Accepted Paper Series
295 downloads
Computational Cross Evaluation of Financial and Demographic Components in the Actuarial Framework
28th International Congress of Actuaries, Paris, May 28-June 2, 2006
Francesco Bellini
and
Antonio Annibali
Department of Management - Sapienza University of Rome
and
University of Rome I
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads
Dividend-Yield Based Trading Rules: The Turkish Evidence
Larry J. Prather
,
John C. Topuz and
Cihan Uzmanoglu
Southeastern Oklahoma State University
,
Southeastern Oklahoma State University
and
Louisiana State University
Date Posted: November 01, 2010
Working Paper Series
69 downloads
Jump Robust Two Time Scale Covariance Estimation and Realized Volatility Budgets
Quantitative Finance, Forthcoming.
Kris Boudt
and
Jin Zhang
KU Leuven - Faculty of Business and Economics (FBE)
and
Illinois Institute of Technology
Date Posted: November 01, 2010
Last Revised: October 16, 2012
Accepted Paper Series
153 downloads
Strategic Asset Allocation and Intertemporal Hedging Demands: With Commodities as an Asset Class
Yongyang Su and
Chi Keung Marco Lau
Suffolk University - Department of Economics
and
affiliation not provided to SSRN
Date Posted: November 01, 2010
Last Revised: September 02, 2011
Working Paper Series
137 downloads
Strategic Behavior in Capital Markets and Asset Prices
Iulian Obreja
University of Colorado at Boulder - Department of Finance
Date Posted: November 01, 2010
Last Revised: November 14, 2010
Working Paper Series
22 downloads
The Untapped Potential of Alternative Markets
Capital Markets Law Journal, Vol. 6, No. 3
Jose Miguel Mendoza
University of Oxford
Date Posted: November 01, 2010
Last Revised: June 21, 2011
Accepted Paper Series
103 downloads
An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
Journal of Financial Planning, Forthcoming
Wade Pfau
The American College
Date Posted: October 31, 2010
Accepted Paper Series
89 downloads
Barriers to Portfolio Flows, Short Sales Constraints and International Asset Pricing: Theory and Evidence
Hai T. Ta
and
Vihang R. Errunza
McGill University
and
McGill University - Desautels Faculty of Management
Date Posted: October 31, 2010
Working Paper Series
29 downloads
Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
Ming Pu
,
Gang-Zhi Fan
and
Seow Eng Ong
affiliation not provided to SSRN
,
Konkuk University - Department of Real Estate
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: October 31, 2010
Working Paper Series
44 downloads
Macroeconomics of Microfinance: How Do the Channels Work?
CERGE-EI Working Paper Series No. 423
Nargiza Maksudova
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: October 31, 2010
Working Paper Series
142 downloads
Prediction of Stock Returns Using Classical and Intelligent Techniques: Evidence from BSE Sensex
International Journal of Applied Business and Economic Research, Vol. 4, No. 2, pp. 109-123, 2006
Shahid Ahmed
,
Shakeb A. Khan
and
Saba Ismail
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
,
Central University - Jamia Millia Islamia (JMI), New Delhi
and
Central University - Jamia Millia Islamia (JMI), New Delhi
Date Posted: October 31, 2010
Accepted Paper Series
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo8 in 9.298 seconds